+291.9%
C vs STLA
+51.8%
+240.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.8% |
| 7D | +3.6% | +2.6% | +1.0% | +2.6% |
| 30D | +0.1% | -1.2% | +1.3% | +0.1% |
| 3M | +2.4% | -24.8% | +27.2% | +13.0% |
| 6M | +24.9% | -25.6% | +50.5% | +37.2% |
| YTD | +19.8% | -48.9% | +68.7% | +48.8% |
| 1Y | +44.9% | -38.8% | +83.6% | +62.9% |
| 3Y | +263.0% | -64.5% | +327.5% | +389.1% |
| 5Y | +129.5% | -62.4% | +192.0% | +188.4% |
| All | +291.9% | +51.8% | +240.1% | +182.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded STLA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling